Multi self-adapting particle swarm optimization algorithm (MSAPSO).

The performance and stability of the Particle Swarm Optimization algorithm depends on parameters that are typically tuned manually or adapted based on knowledge from empirical parameter studies. Such parameter selection is ineffectual when faced with a broad range of problem types, which often hinders the adoption of PSO to real world problems. This dissertation develops a dynamic self-optimization approach for the respective parameters (inertia weight, social and cognition). The effects of self-adaption for the optimal balance between superior performance (convergence) and the robustness (divergence) of the algorithm with regard to both simple and complex benchmark functions is investigated. This work creates a swarm variant which is parameter-less, which means that it is virtually independent of the underlying examined problem type. As PSO variants always have the issue, that they can be stuck-in-local-optima, as second main topic the MSAPSO algorithm do have a highly flexible escape-lmin-strategy embedded, which works dimension-less. The MSAPSO algorithm outperforms other PSO variants and also other swarm inspired approaches such as Memetic Firefly algorithm with these two major algorithmic elements (parameter-less approach, dimension-less escape-lmin-strategy). The average performance increase in two dimensions is at least fifteen percent with regard to the compared swarm variants. In higher dimensions (≥ 250) the performance gain accumulates to about fifty percent in average. At the same time the error-proneness of MSAPSO is in average similar or even significant better when converging to the respective global optima’s

Running Up Those Hills: Multi-Modal Search with the Niching Migratory Multi-Swarm Optimiser

Copyright © 2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.2014 IEEE Congress on Evolutionary Computation, Beijing, China, 6 - 11 July 2014The codebase for this paper, containing the NMMSO algorithm, is at https://github.com/fieldsend/ieee_cec_2014_nmmsoWe present a new multi-modal evolutionary optimiser, the niching migratory multi-swarm optimiser (NMMSO), which dynamically manages many particle swarms. These sub-swarms are concerned with optimising separate local modes, and employ measures to allow swarm elements to migrate away from their parent swarm if they are identified as being in the vicinity of a separate peak, and to merge swarms together if they are identified as being concerned with the same peak. We employ coarse peak identification to facilitate the mode identification required. Swarm members are not constrained to particular sub- regions of the parameter space, however members are initialised in the vicinity of a swarm’s local mode estimate. NMMSO is shown to cope with a range of problem types, and to produce results competitive with the state-of-the-art on the CEC 2013 multi-modal optimisation competition test problems, providing new benchmark results in the field

A Novel Parametric benchmark generator for dynamic multimodal optimization

In most existing studies on dynamic multimodal optimization (DMMO), numerical simulations have been performed using the Moving Peaks Benchmark (MPB), which is a two-decade-old test suite that cannot simulate some critical aspects of DMMO problems. This study proposes the Deterministic Distortion and Rotation Benchmark (DDRB), a method to generate deterministic DMMO test problems that can simulate more diverse types of challenges when compared to existing benchmark generators for DMMO. DDRB allows for controlling the intensity of each type of challenge independently, enabling the user to pinpoint the pros and cons of a DMMO method. DDRB first develops an existing approach for generation of static multimodal functions in which the difficulty of global optimization can be controlled. Then, it proposes a scaling function to dynamically change the relative distribution, shapes, and sizes of the basins. A deterministic technique to control the regularity of the pattern in the change is also proposed. Using these components, a parametric test suite consisting of ten test problems is developed for DMMO. Mean Robust Peak Ratio for measuring the performance of DMMO methods is formulated to overcome the sensitivity of the conventional peak ratio indicator to the predefined threshold and niche radius. Numerical results of a successful multimodal optimization method, when augmented with a simple strategy to utilize previous information, are provided on the proposed test problems in different scenarios with the aim of serving as a reference for future studies

Metaheuristic Optimization Frameworks: a Survey and Benchmarking

This paper performs an unprecedented comparative study of Metaheuristic optimization frameworks. As criteria for comparison a set of 271 features grouped in 30 characteristics and 6 areas has been selected. These features include the different metaheuristic techniques covered, mechanisms for solution encoding, constraint handling, neighborhood specification, hybridization, parallel and distributed computation, software engineering best practices, documentation and user interface, etc. A metric has been defined for each feature so that the scores obtained by a framework are averaged within each group of features, leading to a final average score for each framework. Out of 33 frameworks ten have been selected from the literature using well-defined filtering criteria, and the results of the comparison are analyzed with the aim of identifying improvement areas and gaps in specific frameworks and the whole set. Generally speaking, a significant lack of support has been found for hyper-heuristics, and parallel and distributed computing capabilities. It is also desirable to have a wider implementation of some Software Engineering best practices. Finally, a wider support for some metaheuristics and hybridization capabilities is needed

Evolutionary games on graphs

Game theory is one of the key paradigms behind many scientific disciplines from biology to behavioral sciences to economics. In its evolutionary form and especially when the interacting agents are linked in a specific social network the underlying solution concepts and methods are very similar to those applied in non-equilibrium statistical physics. This review gives a tutorial-type overview of the field for physicists. The first three sections introduce the necessary background in classical and evolutionary game theory from the basic definitions to the most important results. The fourth section surveys the topological complications implied by non-mean-field-type social network structures in general. The last three sections discuss in detail the dynamic behavior of three prominent classes of models: the Prisoner's Dilemma, the Rock-Scissors-Paper game, and Competing Associations. The major theme of the review is in what sense and how the graph structure of interactions can modify and enrich the picture of long term behavioral patterns emerging in evolutionary games.Comment: Review, final version, 133 pages, 65 figure

Differential Evolution: A Survey and Analysis

Differential evolution (DE) has been extensively used in optimization studies since its development in 1995 because of its reputation as an effective global optimizer. DE is a population-based metaheuristic technique that develops numerical vectors to solve optimization problems. DE strategies have a significant impact on DE performance and play a vital role in achieving stochastic global optimization. However, DE is highly dependent on the control parameters involved. In practice, the fine-tuning of these parameters is not always easy. Here, we discuss the improvements and developments that have been made to DE algorithms. In particular, we present a state-of-the-art survey of the literature on DE and its recent advances, such as the development of adaptive, self-adaptive and hybrid techniques.http://dx.doi.org/10.3390/app810194

Large-Scale Evolutionary Optimization Using Multi-Layer Strategy Differential Evolution

Differential evolution (DE) has been extensively used in optimization studies since its development in 1995 because of its reputation as an effective global optimizer. DE is a population-based meta-heuristic technique that develops numerical vectors to solve optimization problems. DE strategies have a significant impact on DE performance and play a vital role in achieving stochastic global optimization. However, DE is highly dependent on the control parameters involved. In practice, the fine-tuning of these parameters is not always easy. Here, we discuss the improvements and developments that have been made to DE algorithms. The Multi-Layer Strategies Differential Evolution (MLSDE) algorithm, which finds optimal solutions for large scale problems. To solve large scale problems were grouped different strategies together and applied them to date set. Furthermore, these strategies were applied to selected vectors to strengthen the exploration ability of the algorithm. Extensive computational analysis was also carried out to evaluate the performance of the proposed algorithm on a set of well-known CEC 2015 benchmark functions. This benchmark was utilized for the assessment and performance evaluation of the proposed algorithm